Early unwinding of options-futures arbitrage with bid/ask quotations and transaction prices
| Year of publication: |
2003
|
|---|---|
| Authors: | Fung, Joseph K. W. ; Mok, Henry M. K. |
| Published in: |
Global Finance Journal. - Elsevier, ISSN 1044-0283. - Vol. 14.2003, 2, p. 121-133
|
| Publisher: |
Elsevier |